hedgequantx 2.6.163 → 2.7.1

package/src/services/ai/strategy-supervisor.js

@@ -1,1312 +0,0 @@
-/**
- * AI Strategy Supervisor
- * 
- * Observes, learns from, and optimizes the HQX Ultra Scalping strategy in real-time.
- * 
- * FUNCTIONS:
- * 1. OBSERVE - Receive all market data, signals, and trades in real-time
- * 2. LEARN - Analyze winning/losing trades to identify patterns
- * 3. OPTIMIZE - Suggest and apply parameter improvements
- * 4. SUPERVISE - Monitor risk and intervene when necessary
- * 5. PERSIST - Save learned patterns and optimizations between sessions
- * 
- * In CONSENSUS mode (2+ agents), ALL agents must agree before applying changes.
- */
-
-const fs = require('fs');
-const path = require('path');
-const os = require('os');
-const { analyzePerformance, getMarketAdvice, callAI } = require('./client');
-const {
-  calculateTrendStrength, calculateRecentRange, calculatePriceVelocity,
-  getMarketSession, getMinutesSinceOpen, analyzePriceLevelInteraction,
-  determineLevelType, analyzePriceAction, analyzeVolume, calculateVolatility
-} = require('./supervisor-utils');
-
-// Path for persisted learning data
-
-const {
-  DATA_DIR, LEARNING_FILE, loadLearningData, getSymbolData,
-  recordPriceLevel, analyzeNearbyLevels, saveLearningData,
-  buildStrategyProfile, mergePatterns, mergeLevels, clearLearningData
-} = require('./supervisor-data');
-
-/**
- * Initialize supervisor with strategy and agents
- * Loads previous learning data to continue improving
- */
-const initialize = (strategy, agents, service, accountId) => {
-  const now = Date.now();
-  
-  // Load previously learned patterns and optimizations
-  const previousLearning = loadLearningData();
-  
-  supervisorState = {
-    ...supervisorState,
-    active: true,
-    agents: agents || [],
-    strategy,
-    service,
-    accountId,
-    ticks: [],
-    signals: [],
-    trades: [],
-    // Restore previous learning
-    winningPatterns: previousLearning.winningPatterns || [],
-    losingPatterns: previousLearning.losingPatterns || [],
-    previousOptimizations: previousLearning.optimizations || [],
-    lifetimeStats: {
-      sessions: previousLearning.totalSessions || 0,
-      trades: previousLearning.totalTrades || 0,
-      wins: previousLearning.totalWins || 0,
-      losses: previousLearning.totalLosses || 0,
-      pnl: previousLearning.lifetimePnL || 0
-    },
-    performance: {
-      trades: 0,
-      wins: 0,
-      losses: 0,
-      totalPnL: 0,
-      maxDrawdown: 0,
-      currentDrawdown: 0,
-      peakPnL: 0,
-      winStreak: 0,
-      lossStreak: 0,
-      maxWinStreak: 0,
-      maxLossStreak: 0
-    },
-    optimizations: [],
-    lastOptimizationTime: now,
-    behaviorHistory: [{ timestamp: now, value: 2, action: 'NORMAL' }], // Start with NORMAL
-    behaviorStartTime: now,
-    currentAdvice: { action: 'NORMAL', sizeMultiplier: 1.0, reason: 'Starting' }
-  };
-  
-  // Start continuous analysis loop
-  if (analysisInterval) clearInterval(analysisInterval);
-  analysisInterval = setInterval(analyzeAndOptimize, supervisorState.optimizationInterval);
-  
-  // Also record behavior every 10 seconds to have smooth graph
-  setInterval(() => {
-    if (supervisorState.active) {
-      recordBehavior(supervisorState.currentAdvice.action);
-    }
-  }, 10000);
-  
-  // Start agent sync interval - ensures new agents are picked up dynamically
-  if (!supervisorState.agentSyncInterval) {
-    supervisorState.agentSyncInterval = setInterval(syncAgents, 5000);
-  }
-  
-  return {
-    success: true,
-    agents: agents.length,
-    mode: agents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL'
-  };
-};
-
-/**
- * Sync agents with AI service
- * Called periodically to pick up newly added/removed agents
- * Ensures all agents are always connected to the supervisor
- */
-const syncAgents = () => {
-  if (!supervisorState.active) return;
-  
-  try {
-    // Dynamic import to avoid circular dependency
-    const aiService = require('./index');
-    const currentAgents = aiService.getAgents();
-    
-    if (!currentAgents) return;
-    
-    const currentIds = new Set(currentAgents.map(a => a.id));
-    const supervisorIds = new Set(supervisorState.agents.map(a => a.id));
-    
-    // Check for new agents
-    const newAgents = currentAgents.filter(a => !supervisorIds.has(a.id));
-    
-    // Check for removed agents
-    const removedIds = [...supervisorIds].filter(id => !currentIds.has(id));
-    
-    // Add new agents
-    if (newAgents.length > 0) {
-      supervisorState.agents = [...supervisorState.agents, ...newAgents];
-      // Log would go here if we had UI access
-    }
-    
-    // Remove agents that were disconnected
-    if (removedIds.length > 0) {
-      supervisorState.agents = supervisorState.agents.filter(a => !removedIds.includes(a.id));
-    }
-    
-    // Update mode based on current agent count
-    supervisorState.mode = supervisorState.agents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL';
-    
-  } catch (e) {
-    // Silent fail - aiService might not be ready
-  }
-};
-
-/**
- * Force refresh agents from AI service
- * Call this when you know agents have changed
- */
-const refreshAgents = () => {
-  syncAgents();
-  return {
-    agents: supervisorState.agents.length,
-    mode: supervisorState.agents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL'
-  };
-};
-
-/**
- * Add a single agent to the supervisor (called when agent is added)
- */
-const addAgent = (agent) => {
-  if (!supervisorState.active) return false;
-  
-  // Check if already exists
-  if (supervisorState.agents.some(a => a.id === agent.id)) {
-    return false;
-  }
-  
-  supervisorState.agents.push(agent);
-  supervisorState.mode = supervisorState.agents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL';
-  
-  return true;
-};
-
-/**
- * Remove an agent from the supervisor (called when agent is removed)
- */
-const removeAgent = (agentId) => {
-  if (!supervisorState.active) return false;
-  
-  const index = supervisorState.agents.findIndex(a => a.id === agentId);
-  if (index === -1) return false;
-  
-  supervisorState.agents.splice(index, 1);
-  supervisorState.mode = supervisorState.agents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL';
-  
-  return true;
-};
-
-/**
- * Get current agent count and mode
- */
-const getAgentInfo = () => {
-  return {
-    count: supervisorState.agents.length,
-    mode: supervisorState.agents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL',
-    agents: supervisorState.agents.map(a => ({
-      id: a.id,
-      name: a.name,
-      provider: a.providerId
-    }))
-  };
-};
-
-/**
- * Stop supervisor and save learned data
- */
-const stop = () => {
-  if (analysisInterval) {
-    clearInterval(analysisInterval);
-    analysisInterval = null;
-  }
-  
-  // Stop agent sync
-  if (supervisorState.agentSyncInterval) {
-    clearInterval(supervisorState.agentSyncInterval);
-    supervisorState.agentSyncInterval = null;
-  }
-  
-  // Save all learned data before stopping
-  const saved = saveLearningData();
-  
-  const summary = {
-    ...supervisorState.performance,
-    optimizationsApplied: supervisorState.optimizations.length,
-    winningPatterns: supervisorState.winningPatterns.length,
-    losingPatterns: supervisorState.losingPatterns.length,
-    dataSaved: saved,
-    lifetimeStats: supervisorState.lifetimeStats
-  };
-  
-  supervisorState.active = false;
-  
-  return summary;
-};
-
-/**
- * Feed tick data (called on every market tick)
- */
-const feedTick = (tick) => {
-  if (!supervisorState.active) return;
-  
-  supervisorState.ticks.push({
-    ...tick,
-    timestamp: Date.now()
-  });
-  
-  // Keep last 5000 ticks for pattern analysis
-  if (supervisorState.ticks.length > 5000) {
-    supervisorState.ticks = supervisorState.ticks.slice(-5000);
-  }
-};
-
-/**
- * Feed signal data (called when strategy generates a signal)
- */
-const feedSignal = (signal) => {
-  if (!supervisorState.active) return;
-  
-  const signalData = {
-    ...signal,
-    timestamp: Date.now(),
-    ticksContext: supervisorState.ticks.slice(-50) // Last 50 ticks before signal
-  };
-  
-  supervisorState.signals.push(signalData);
-  
-  // Keep last 100 signals
-  if (supervisorState.signals.length > 100) {
-    supervisorState.signals = supervisorState.signals.slice(-100);
-  }
-};
-
-/**
- * Feed trade result (called when a trade completes)
- * This is where LEARNING happens
- * 
- * Captures CONTEXT that API doesn't provide:
- * - Market conditions before entry (volatility, trend, volume)
- * - Price action patterns
- * - Time-based context (hour, day, session)
- * - AI state at time of trade
- * - Price levels interaction
- */
-const feedTradeResult = (trade) => {
-  if (!supervisorState.active) return;
-  
-  const now = Date.now();
-  const currentHour = new Date().getHours();
-  const currentDay = new Date().getDay();
-  const dayNames = ['sunday', 'monday', 'tuesday', 'wednesday', 'thursday', 'friday', 'saturday'];
-  
-  // Get ticks before trade for context analysis
-  const ticksBefore = supervisorState.ticks.slice(-100);
-  const signalUsed = supervisorState.signals[supervisorState.signals.length - 1] || null;
-  
-  // ========== CAPTURE MARKET CONTEXT (NOT IN API) ==========
-  const marketContext = {
-    // Price action analysis
-    priceAction: analyzePriceAction(ticksBefore),
-    
-    // Volatility at entry
-    volatility: calculateVolatility(ticksBefore),
-    
-    // Volume profile
-    volumeProfile: analyzeVolume(ticksBefore),
-    
-    // Trend strength (using last 50 vs last 20 ticks)
-    trendStrength: calculateTrendStrength(ticksBefore),
-    
-    // Price range in last N ticks
-    recentRange: calculateRecentRange(ticksBefore, 50),
-    
-    // Speed of price movement
-    priceVelocity: calculatePriceVelocity(ticksBefore, 20)
-  };
-  
-  // ========== CAPTURE TIME CONTEXT (NOT IN API) ==========
-  const timeContext = {
-    hour: currentHour,
-    dayOfWeek: dayNames[currentDay],
-    dayNumber: currentDay,
-    // Trading session (US market hours)
-    session: getMarketSession(currentHour),
-    // Minutes since session open
-    minutesSinceOpen: getMinutesSinceOpen(currentHour),
-    timestamp: now
-  };
-  
-  // ========== CAPTURE AI STATE (NOT IN API) ==========
-  const aiContext = {
-    action: supervisorState.currentAdvice.action,
-    sizeMultiplier: supervisorState.currentAdvice.sizeMultiplier,
-    reason: supervisorState.currentAdvice.reason,
-    currentWinStreak: supervisorState.performance.winStreak,
-    currentLossStreak: supervisorState.performance.lossStreak,
-    sessionPnL: supervisorState.performance.totalPnL,
-    sessionTrades: supervisorState.performance.trades
-  };
-  
-  // ========== CAPTURE PRICE LEVEL INTERACTION ==========
-  const entryPrice = trade.price || signalUsed?.entry;
-  const levelContext = entryPrice ? analyzePriceLevelInteraction(entryPrice, ticksBefore) : null;
-  
-  // Build enriched trade data
-  const tradeData = {
-    ...trade,
-    timestamp: now,
-    
-    // Signal that generated this trade
-    signalUsed: signalUsed ? {
-      confidence: signalUsed.confidence,
-      entry: signalUsed.entry,
-      stopLoss: signalUsed.stopLoss,
-      takeProfit: signalUsed.takeProfit,
-      direction: signalUsed.direction
-    } : null,
-    
-    // Context NOT available in API
-    marketContext,
-    timeContext,
-    aiContext,
-    levelContext,
-    
-    // Store symbol for level learning
-    symbol: trade.symbol || supervisorState.currentSymbol
-  };
-  
-  supervisorState.trades.push(tradeData);
-  
-  // Update performance metrics
-  const perf = supervisorState.performance;
-  perf.trades++;
-  perf.totalPnL += trade.pnl || 0;
-  
-  // Determine outcome
-  const outcome = trade.pnl > 0 ? 'win' : trade.pnl < 0 ? 'loss' : 'breakeven';
-  
-  if (trade.pnl > 0) {
-    perf.wins++;
-    perf.winStreak++;
-    perf.lossStreak = 0;
-    perf.maxWinStreak = Math.max(perf.maxWinStreak, perf.winStreak);
-    
-    // Learn from winning trade
-    learnFromTrade(tradeData, 'win');
-  } else if (trade.pnl < 0) {
-    perf.losses++;
-    perf.lossStreak++;
-    perf.winStreak = 0;
-    perf.maxLossStreak = Math.max(perf.maxLossStreak, perf.lossStreak);
-    
-    // Learn from losing trade
-    learnFromTrade(tradeData, 'loss');
-  }
-  
-  // Record price level with outcome (for future reference)
-  if (entryPrice && tradeData.symbol) {
-    const levelType = determineLevelType(entryPrice, ticksBefore);
-    recordPriceLevel(tradeData.symbol, entryPrice, levelType, outcome);
-  }
-  
-  // Update hourly performance tracking
-  const hourKey = String(currentHour);
-  if (!supervisorState.hourlyPerformance[hourKey]) {
-    supervisorState.hourlyPerformance[hourKey] = { trades: 0, wins: 0, losses: 0, pnl: 0 };
-  }
-  supervisorState.hourlyPerformance[hourKey].trades++;
-  if (trade.pnl > 0) supervisorState.hourlyPerformance[hourKey].wins++;
-  if (trade.pnl < 0) supervisorState.hourlyPerformance[hourKey].losses++;
-  supervisorState.hourlyPerformance[hourKey].pnl += trade.pnl || 0;
-  
-  // Update drawdown
-  if (perf.totalPnL > perf.peakPnL) {
-    perf.peakPnL = perf.totalPnL;
-    perf.currentDrawdown = 0;
-  } else {
-    perf.currentDrawdown = perf.peakPnL - perf.totalPnL;
-    perf.maxDrawdown = Math.max(perf.maxDrawdown, perf.currentDrawdown);
-  }
-  
-  // Trigger immediate analysis after losing streaks
-  if (perf.lossStreak >= 3) {
-    analyzeAndOptimize();
-  }
-};
-
-/**
- * Learn from a completed trade
- * Extracts patterns from winning and losing trades
- * 
- * Stores ENRICHED context that API doesn't provide:
- * - Market conditions (volatility, trend, velocity)
- * - Time context (hour, session, day)
- * - AI state (what action was recommended)
- * - Price level interaction
- */
-const learnFromTrade = (trade, result) => {
-  // Build comprehensive pattern from trade context
-  const pattern = {
-    timestamp: trade.timestamp,
-    result,
-    pnl: trade.pnl,
-    direction: trade.direction || trade.side,
-    symbol: trade.symbol,
-    
-    // ========== MARKET CONTEXT (from feedTradeResult) ==========
-    marketContext: trade.marketContext || {
-      priceAction: { trend: 'unknown', strength: 0 },
-      volatility: 0,
-      volumeProfile: { trend: 'unknown' },
-      trendStrength: { strength: 0, direction: 'unknown' },
-      priceVelocity: { velocity: 0, acceleration: 0 }
-    },
-    
-    // ========== TIME CONTEXT ==========
-    timeContext: trade.timeContext || {
-      hour: new Date().getHours(),
-      dayOfWeek: 'unknown',
-      session: 'unknown'
-    },
-    
-    // ========== AI STATE AT TRADE ==========
-    aiContext: trade.aiContext || {
-      action: 'NORMAL',
-      sizeMultiplier: 1.0
-    },
-    
-    // ========== PRICE LEVEL ==========
-    levelContext: trade.levelContext || null,
-    
-    // ========== SIGNAL CHARACTERISTICS ==========
-    signal: trade.signalUsed ? {
-      confidence: trade.signalUsed.confidence,
-      entry: trade.signalUsed.entry,
-      stopLoss: trade.signalUsed.stopLoss,
-      takeProfit: trade.signalUsed.takeProfit,
-      direction: trade.signalUsed.direction
-    } : null,
-    
-    // ========== DERIVED METRICS ==========
-    derived: {
-      // Was this trade during a "good" hour (based on historical data)?
-      hourlyWinRate: getHourlyWinRate(trade.timeContext?.hour),
-      // Was AI cautious or aggressive?
-      aiWasCautious: trade.aiContext?.action === 'CAUTIOUS' || trade.aiContext?.action === 'PAUSE',
-      // Was entry near key level?
-      nearKeyLevel: trade.levelContext?.levelType === 'support' || trade.levelContext?.levelType === 'resistance',
-      // High volatility trade?
-      highVolatility: (trade.marketContext?.volatility || 0) > 0.002,
-      // Strong trend alignment?
-      trendAligned: trade.marketContext?.trendStrength?.aligned || false
-    }
-  };
-  
-  if (result === 'win') {
-    supervisorState.winningPatterns.push(pattern);
-    // Keep last 100 winning patterns (increased for better learning)
-    if (supervisorState.winningPatterns.length > 100) {
-      supervisorState.winningPatterns = supervisorState.winningPatterns.slice(-100);
-    }
-  } else {
-    supervisorState.losingPatterns.push(pattern);
-    // Keep last 100 losing patterns
-    if (supervisorState.losingPatterns.length > 100) {
-      supervisorState.losingPatterns = supervisorState.losingPatterns.slice(-100);
-    }
-  }
-};
-
-/**
- * Get historical win rate for a specific hour
- * Returns null if not enough data
- */
-const getHourlyWinRate = (hour) => {
-  if (hour === null || hour === undefined) return null;
-  
-  // Check session data first
-  const hourKey = String(hour);
-  const sessionHourly = supervisorState.hourlyPerformance[hourKey];
-  if (sessionHourly && sessionHourly.trades >= 3) {
-    return sessionHourly.wins / sessionHourly.trades;
-  }
-  
-  // Check historical data
-  const saved = loadLearningData();
-  const historicalHourly = saved.hourlyStats?.[hourKey];
-  if (historicalHourly && historicalHourly.trades >= 5) {
-    return historicalHourly.wins / historicalHourly.trades;
-  }
-  
-  return null;
-};
-
-
-/**
- * Main analysis and optimization loop
- * Called periodically and after significant events
- * 
- * Uses BOTH session data AND historical data for decisions
- */
-const analyzeAndOptimize = async () => {
-  if (!supervisorState.active || supervisorState.agents.length === 0) return;
-  
-  const perf = supervisorState.performance;
-  
-  // Skip if not enough data
-  if (perf.trades < 3) return;
-  
-  // Load historical data for context
-  const historicalData = loadLearningData();
-  const strategyProfile = historicalData.strategyProfile || {};
-  
-  // Get current time context
-  const currentHour = new Date().getHours();
-  const currentDay = new Date().getDay();
-  const dayNames = ['sunday', 'monday', 'tuesday', 'wednesday', 'thursday', 'friday', 'saturday'];
-  
-  // ========== HISTORICAL INSIGHTS ==========
-  const historicalInsights = {
-    // Is current hour historically good or bad?
-    currentHourStats: historicalData.hourlyStats?.[String(currentHour)] || null,
-    isGoodHour: (strategyProfile.bestHours || []).includes(currentHour),
-    isBadHour: (strategyProfile.worstHours || []).includes(currentHour),
-    
-    // Is current day historically good or bad?
-    currentDayStats: historicalData.dayOfWeekStats?.[dayNames[currentDay]] || null,
-    isGoodDay: (strategyProfile.bestDays || []).includes(dayNames[currentDay]),
-    isBadDay: (strategyProfile.worstDays || []).includes(dayNames[currentDay]),
-    
-    // Historical averages to compare against
-    avgWinStreak: strategyProfile.avgWinStreak || 0,
-    avgLossStreak: strategyProfile.avgLossStreak || 0,
-    
-    // Lifetime context
-    lifetimeWinRate: historicalData.totalTrades > 0 
-      ? historicalData.totalWins / historicalData.totalTrades 
-      : null,
-    lifetimeSessions: historicalData.totalSessions || 0
-  };
-  
-  // ========== PATTERN ANALYSIS ==========
-  const patternAnalysis = {
-    // Analyze what conditions led to wins vs losses
-    winningConditions: analyzeWinningConditions(),
-    losingConditions: analyzeLosingConditions(),
-    
-    // Best/worst time patterns from this session
-    sessionHourlyPerformance: supervisorState.hourlyPerformance,
-    
-    // Price level effectiveness
-    levelEffectiveness: analyzeLevelEffectiveness()
-  };
-  
-  // Prepare performance data for AI analysis
-  const performanceData = {
-    trades: perf.trades,
-    wins: perf.wins,
-    losses: perf.losses,
-    winRate: perf.trades > 0 ? perf.wins / perf.trades : 0,
-    pnl: perf.totalPnL,
-    maxDrawdown: perf.maxDrawdown,
-    currentDrawdown: perf.currentDrawdown,
-    winStreak: perf.winStreak,
-    lossStreak: perf.lossStreak,
-    maxWinStreak: perf.maxWinStreak,
-    maxLossStreak: perf.maxLossStreak,
-    
-    // Calculate averages
-    avgWin: perf.wins > 0 ? 
-      supervisorState.trades.filter(t => t.pnl > 0).reduce((s, t) => s + t.pnl, 0) / perf.wins : 0,
-    avgLoss: perf.losses > 0 ? 
-      Math.abs(supervisorState.trades.filter(t => t.pnl < 0).reduce((s, t) => s + t.pnl, 0) / perf.losses) : 0,
-    
-    // Recent trades with FULL context
-    recentTrades: supervisorState.trades.slice(-10).map(t => ({
-      side: t.direction || t.side,
-      qty: t.qty,
-      price: t.price,
-      pnl: t.pnl,
-      // Include context that API doesn't have
-      hour: t.timeContext?.hour,
-      session: t.timeContext?.session,
-      volatility: t.marketContext?.volatility,
-      trendDirection: t.marketContext?.trendStrength?.direction,
-      aiAction: t.aiContext?.action,
-      nearLevel: t.levelContext?.levelType
-    })),
-    
-    // Pattern summaries
-    winningPatternCount: supervisorState.winningPatterns.length,
-    losingPatternCount: supervisorState.losingPatterns.length,
-    
-    // Common characteristics of losing trades
-    losingTradeAnalysis: analyzeLosingPatterns(),
-    
-    // ========== NEW: Historical context for AI ==========
-    historicalInsights,
-    patternAnalysis,
-    
-    // Current time context
-    currentHour,
-    currentSession: getMarketSession(currentHour),
-    currentDay: dayNames[currentDay]
-  };
-  
-  // Get suggestions from agents and apply
-  await processAgentSuggestions(performanceData);
-};
-
-/**
- * Analyze conditions that led to winning trades
- */
-const analyzeWinningConditions = () => {
-  const patterns = supervisorState.winningPatterns;
-  if (patterns.length < 3) return null;
-  
-  // Aggregate conditions
-  const conditions = {
-    // Market context
-    avgVolatility: 0,
-    trendDirections: { bullish: 0, bearish: 0, neutral: 0 },
-    trendAligned: 0,
-    
-    // Time context
-    hours: {},
-    sessions: {},
-    
-    // AI context
-    aiActions: { AGGRESSIVE: 0, NORMAL: 0, CAUTIOUS: 0, PAUSE: 0 },
-    
-    // Level context
-    nearKeyLevel: 0,
-    levelTypes: {}
-  };
-  
-  for (const p of patterns) {
-    // Market
-    conditions.avgVolatility += p.marketContext?.volatility || 0;
-    const trend = p.marketContext?.trendStrength?.direction || 'unknown';
-    if (conditions.trendDirections[trend] !== undefined) conditions.trendDirections[trend]++;
-    if (p.derived?.trendAligned) conditions.trendAligned++;
-    
-    // Time
-    const hour = p.timeContext?.hour;
-    if (hour !== undefined) conditions.hours[hour] = (conditions.hours[hour] || 0) + 1;
-    const session = p.timeContext?.session;
-    if (session) conditions.sessions[session] = (conditions.sessions[session] || 0) + 1;
-    
-    // AI
-    const action = p.aiContext?.action || 'NORMAL';
-    if (conditions.aiActions[action] !== undefined) conditions.aiActions[action]++;
-    
-    // Levels
-    if (p.derived?.nearKeyLevel) conditions.nearKeyLevel++;
-    const levelType = p.levelContext?.levelType;
-    if (levelType) conditions.levelTypes[levelType] = (conditions.levelTypes[levelType] || 0) + 1;
-  }
-  
-  conditions.avgVolatility /= patterns.length;
-  conditions.trendAlignedPct = (conditions.trendAligned / patterns.length) * 100;
-  conditions.nearKeyLevelPct = (conditions.nearKeyLevel / patterns.length) * 100;
-  conditions.count = patterns.length;
-  
-  // Find best hour
-  const bestHour = Object.entries(conditions.hours).sort((a, b) => b[1] - a[1])[0];
-  conditions.bestHour = bestHour ? parseInt(bestHour[0]) : null;
-  
-  // Find best session
-  const bestSession = Object.entries(conditions.sessions).sort((a, b) => b[1] - a[1])[0];
-  conditions.bestSession = bestSession ? bestSession[0] : null;
-  
-  return conditions;
-};
-
-/**
- * Analyze conditions that led to losing trades
- */
-const analyzeLosingConditions = () => {
-  const patterns = supervisorState.losingPatterns;
-  if (patterns.length < 3) return null;
-  
-  const conditions = {
-    avgVolatility: 0,
-    trendDirections: { bullish: 0, bearish: 0, neutral: 0 },
-    trendAligned: 0,
-    hours: {},
-    sessions: {},
-    aiActions: { AGGRESSIVE: 0, NORMAL: 0, CAUTIOUS: 0, PAUSE: 0 },
-    nearKeyLevel: 0,
-    levelTypes: {},
-    highVolatility: 0
-  };
-  
-  for (const p of patterns) {
-    conditions.avgVolatility += p.marketContext?.volatility || 0;
-    const trend = p.marketContext?.trendStrength?.direction || 'unknown';
-    if (conditions.trendDirections[trend] !== undefined) conditions.trendDirections[trend]++;
-    if (p.derived?.trendAligned) conditions.trendAligned++;
-    if (p.derived?.highVolatility) conditions.highVolatility++;
-    
-    const hour = p.timeContext?.hour;
-    if (hour !== undefined) conditions.hours[hour] = (conditions.hours[hour] || 0) + 1;
-    const session = p.timeContext?.session;
-    if (session) conditions.sessions[session] = (conditions.sessions[session] || 0) + 1;
-    
-    const action = p.aiContext?.action || 'NORMAL';
-    if (conditions.aiActions[action] !== undefined) conditions.aiActions[action]++;
-    
-    if (p.derived?.nearKeyLevel) conditions.nearKeyLevel++;
-    const levelType = p.levelContext?.levelType;
-    if (levelType) conditions.levelTypes[levelType] = (conditions.levelTypes[levelType] || 0) + 1;
-  }
-  
-  conditions.avgVolatility /= patterns.length;
-  conditions.trendAlignedPct = (conditions.trendAligned / patterns.length) * 100;
-  conditions.nearKeyLevelPct = (conditions.nearKeyLevel / patterns.length) * 100;
-  conditions.highVolatilityPct = (conditions.highVolatility / patterns.length) * 100;
-  conditions.count = patterns.length;
-  
-  // Find worst hour
-  const worstHour = Object.entries(conditions.hours).sort((a, b) => b[1] - a[1])[0];
-  conditions.worstHour = worstHour ? parseInt(worstHour[0]) : null;
-  
-  // Find worst session
-  const worstSession = Object.entries(conditions.sessions).sort((a, b) => b[1] - a[1])[0];
-  conditions.worstSession = worstSession ? worstSession[0] : null;
-  
-  return conditions;
-};
-
-/**
- * Analyze effectiveness of trading at key price levels
- */
-const analyzeLevelEffectiveness = () => {
-  const allPatterns = [...supervisorState.winningPatterns, ...supervisorState.losingPatterns];
-  if (allPatterns.length < 5) return null;
-  
-  const levelStats = {};
-  
-  for (const p of allPatterns) {
-    const levelType = p.levelContext?.levelType || 'unknown';
-    if (!levelStats[levelType]) {
-      levelStats[levelType] = { wins: 0, losses: 0, total: 0 };
-    }
-    levelStats[levelType].total++;
-    if (p.result === 'win') levelStats[levelType].wins++;
-    else levelStats[levelType].losses++;
-  }
-  
-  // Calculate win rate per level type
-  for (const type of Object.keys(levelStats)) {
-    const stats = levelStats[type];
-    stats.winRate = stats.total > 0 ? (stats.wins / stats.total) * 100 : 0;
-  }
-  
-  return levelStats;
-};
-
-/**
- * Process agent suggestions and apply optimizations
- */
-const processAgentSuggestions = async (performanceData) => {
-  // Get optimization suggestions from all agents
-  const suggestions = [];
-  
-  for (const agent of supervisorState.agents) {
-    try {
-      const suggestion = await getOptimizationFromAgent(agent, performanceData);
-      if (suggestion) {
-        suggestions.push({
-          agentId: agent.id,
-          agentName: agent.name,
-          ...suggestion
-        });
-      }
-    } catch (e) {
-      // Silent fail for individual agent
-    }
-  }
-  
-  if (suggestions.length === 0) return;
-  
-  // Process suggestions based on mode
-  const isConsensus = supervisorState.agents.length >= 2;
-  
-  if (isConsensus) {
-    // CONSENSUS MODE: All agents must agree
-    const consensusResult = buildConsensus(suggestions);
-    
-    if (consensusResult.isUnanimous && consensusResult.optimizations.length > 0) {
-      // Apply unanimous optimizations
-      for (const opt of consensusResult.optimizations) {
-        applyOptimization(opt);
-      }
-    }
-    
-    // Update current advice based on consensus
-    if (consensusResult.action) {
-      supervisorState.currentAdvice = {
-        action: consensusResult.action,
-        sizeMultiplier: consensusResult.sizeMultiplier || 1.0,
-        reason: consensusResult.reason || 'Consensus recommendation'
-      };
-      recordBehavior(consensusResult.action);
-    }
-  } else {
-    // INDIVIDUAL MODE: Apply single agent's suggestions
-    const suggestion = suggestions[0];
-    
-    if (suggestion.optimizations) {
-      for (const opt of suggestion.optimizations) {
-        applyOptimization(opt);
-      }
-    }
-    
-    if (suggestion.action) {
-      supervisorState.currentAdvice = {
-        action: suggestion.action,
-        sizeMultiplier: suggestion.sizeMultiplier || 1.0,
-        reason: suggestion.reason || 'Agent recommendation'
-      };
-      recordBehavior(suggestion.action);
-    }
-  }
-  
-  supervisorState.lastOptimizationTime = Date.now();
-};
-
-/**
- * Record behavior for graph visualization
- * Converts action to numeric value: PAUSE=0, CAUTIOUS=1, NORMAL=2, AGGRESSIVE=3
- */
-const recordBehavior = (action) => {
-  const actionToValue = {
-    'PAUSE': 0,
-    'CAUTIOUS': 1,
-    'NORMAL': 2,
-    'AGGRESSIVE': 3
-  };
-  
-  const value = actionToValue[action] ?? 2; // Default to NORMAL
-  const now = Date.now();
-  
-  supervisorState.behaviorHistory.push({
-    timestamp: now,
-    value,
-    action
-  });
-  
-  // Keep last 200 data points
-  if (supervisorState.behaviorHistory.length > 200) {
-    supervisorState.behaviorHistory = supervisorState.behaviorHistory.slice(-200);
-  }
-};
-
-/**
- * Analyze patterns in losing trades
- */
-const analyzeLosingPatterns = () => {
-  const patterns = supervisorState.losingPatterns;
-  if (patterns.length === 0) return null;
-  
-  // Find common characteristics
-  const trends = patterns.map(p => p.priceAction?.trend).filter(Boolean);
-  const volatilities = patterns.map(p => p.volatility).filter(Boolean);
-  const confidences = patterns.map(p => p.signalConfidence).filter(Boolean);
-  
-  const trendCounts = {};
-  for (const t of trends) {
-    trendCounts[t] = (trendCounts[t] || 0) + 1;
-  }
-  
-  const avgVolatility = volatilities.length > 0 ? 
-    volatilities.reduce((a, b) => a + b, 0) / volatilities.length : 0;
-  
-  const avgConfidence = confidences.length > 0 ?
-    confidences.reduce((a, b) => a + b, 0) / confidences.length : 0;
-  
-  return {
-    commonTrend: Object.entries(trendCounts).sort((a, b) => b[1] - a[1])[0]?.[0] || 'unknown',
-    avgVolatility,
-    avgConfidence,
-    count: patterns.length
-  };
-};
-
-/**
- * Get optimization suggestion from a single agent
- * Provides RICH context including historical data
- */
-const getOptimizationFromAgent = async (agent, performanceData) => {
-  const systemPrompt = `You are an AI supervisor for HQX Ultra Scalping, a professional futures trading strategy.
-
-The strategy uses:
-- Order flow analysis (delta, absorption, imbalance)
-- Statistical models (z-score, standard deviation)
-- Dynamic risk management (Kelly criterion)
-
-You have access to:
-1. CURRENT SESSION data (trades, P&L, streaks)
-2. HISTORICAL data (which hours/days perform best, pattern analysis)
-3. MARKET CONTEXT (volatility, trend, price levels)
-
-ANALYZE ALL data and provide SPECIFIC, ACTIONABLE recommendations.
-
-IMPORTANT: Your recommendations affect REAL MONEY. Be conservative when uncertain.
-
-Respond in JSON:
-{
-  "assessment": "brief assessment of current conditions",
-  "action": "AGGRESSIVE|NORMAL|CAUTIOUS|PAUSE",
-  "sizeMultiplier": 0.5-1.5,
-  "optimizations": [
-    {"param": "name", "direction": "increase|decrease", "amount": "10%", "reason": "why based on data"}
-  ],
-  "learnings": "what patterns we identified from the data",
-  "timeAdvice": "should we trade now based on historical hour/day performance?",
-  "riskAdvice": "specific risk management suggestion",
-  "confidence": 0-100
-}`;
-
-  // Build historical context string
-  const hist = performanceData.historicalInsights || {};
-  const hourStats = hist.currentHourStats;
-  const dayStats = hist.currentDayStats;
-  
-  let historicalContext = '';
-  if (hist.lifetimeSessions > 0) {
-    historicalContext = `
-HISTORICAL DATA (${hist.lifetimeSessions} sessions):
-- Lifetime Win Rate: ${hist.lifetimeWinRate ? (hist.lifetimeWinRate * 100).toFixed(1) + '%' : 'N/A'}
-- Current Hour (${performanceData.currentHour}:00): ${hist.isGoodHour ? 'HISTORICALLY GOOD' : hist.isBadHour ? 'HISTORICALLY BAD' : 'NEUTRAL'}
-  ${hourStats ? `(${hourStats.trades} trades, ${hourStats.wins}W/${hourStats.losses}L, $${hourStats.pnl?.toFixed(2) || 0})` : ''}
-- Current Day (${performanceData.currentDay}): ${hist.isGoodDay ? 'HISTORICALLY GOOD' : hist.isBadDay ? 'HISTORICALLY BAD' : 'NEUTRAL'}
-  ${dayStats ? `(${dayStats.trades} trades, ${dayStats.wins}W/${dayStats.losses}L, $${dayStats.pnl?.toFixed(2) || 0})` : ''}
-- Avg Win Streak: ${hist.avgWinStreak?.toFixed(1) || 'N/A'}, Avg Loss Streak: ${hist.avgLossStreak?.toFixed(1) || 'N/A'}`;
-  }
-  
-  // Build pattern analysis string
-  const patterns = performanceData.patternAnalysis || {};
-  let patternContext = '';
-  
-  if (patterns.winningConditions) {
-    const wc = patterns.winningConditions;
-    patternContext += `
-WINNING TRADE PATTERNS (${wc.count} trades):
-- Best Hour: ${wc.bestHour !== null ? wc.bestHour + ':00' : 'N/A'}
-- Best Session: ${wc.bestSession || 'N/A'}
-- Avg Volatility: ${(wc.avgVolatility * 100).toFixed(3)}%
-- Trend Aligned: ${wc.trendAlignedPct?.toFixed(0) || 0}%
-- Near Key Level: ${wc.nearKeyLevelPct?.toFixed(0) || 0}%`;
-  }
-  
-  if (patterns.losingConditions) {
-    const lc = patterns.losingConditions;
-    patternContext += `
-
-LOSING TRADE PATTERNS (${lc.count} trades):
-- Worst Hour: ${lc.worstHour !== null ? lc.worstHour + ':00' : 'N/A'}
-- Worst Session: ${lc.worstSession || 'N/A'}
-- Avg Volatility: ${(lc.avgVolatility * 100).toFixed(3)}%
-- High Volatility: ${lc.highVolatilityPct?.toFixed(0) || 0}%
-- Trend Aligned: ${lc.trendAlignedPct?.toFixed(0) || 0}%`;
-  }
-  
-  if (patterns.levelEffectiveness) {
-    const le = patterns.levelEffectiveness;
-    const levelSummary = Object.entries(le)
-      .filter(([k, v]) => v.total >= 2)
-      .map(([k, v]) => `${k}: ${v.winRate.toFixed(0)}% (${v.total} trades)`)
-      .join(', ');
-    if (levelSummary) {
-      patternContext += `
-
-LEVEL EFFECTIVENESS: ${levelSummary}`;
-    }
-  }
-
-  const prompt = `STRATEGY PERFORMANCE ANALYSIS
-
-SESSION STATS:
-- Trades: ${performanceData.trades} (${performanceData.wins}W / ${performanceData.losses}L)
-- Win Rate: ${(performanceData.winRate * 100).toFixed(1)}%
-- P&L: $${performanceData.pnl.toFixed(2)}
-- Max Drawdown: $${performanceData.maxDrawdown.toFixed(2)}
-- Current Streak: ${performanceData.winStreak > 0 ? performanceData.winStreak + ' wins' : performanceData.lossStreak + ' losses'}
-- Current Session: ${performanceData.currentSession} (${performanceData.currentHour}:00)
-${historicalContext}
-${patternContext}
-
-RECENT TRADES (with context):
-${performanceData.recentTrades.map(t => 
-  `${t.side} @ ${t.price} → $${t.pnl?.toFixed(2)} | ${t.session || 'N/A'} | vol:${t.volatility ? (t.volatility * 100).toFixed(2) + '%' : 'N/A'} | trend:${t.trendDirection || 'N/A'} | level:${t.nearLevel || 'N/A'}`
-).join('\n')}
-
-Based on ALL this data:
-1. What patterns do you see in winning vs losing trades?
-2. Should we trade now (considering hour/day history)?
-3. What SPECIFIC optimizations would improve performance?`;
-
-  try {
-    const response = await callAI(agent, prompt, systemPrompt);
-    if (!response) return null;
-    
-    const jsonMatch = response.match(/\{[\s\S]*\}/);
-    if (jsonMatch) {
-      return JSON.parse(jsonMatch[0]);
-    }
-    return null;
-  } catch (e) {
-    return null;
-  }
-};
-
-/**
- * Build consensus from multiple agent suggestions
- */
-const buildConsensus = (suggestions) => {
-  if (suggestions.length === 0) return { isUnanimous: false };
-  
-  // Check action consensus
-  const actions = suggestions.map(s => s.action).filter(Boolean);
-  const allSameAction = actions.length === suggestions.length && 
-    actions.every(a => a === actions[0]);
-  
-  // Check optimization consensus
-  const allOptimizations = suggestions.flatMap(s => s.optimizations || []);
-  const paramGroups = {};
-  
-  for (const opt of allOptimizations) {
-    if (!opt.param) continue;
-    const key = `${opt.param}_${opt.direction}`;
-    if (!paramGroups[key]) {
-      paramGroups[key] = { ...opt, count: 0 };
-    }
-    paramGroups[key].count++;
-  }
-  
-  // Find unanimous optimizations (all agents agree)
-  const unanimousOptimizations = Object.values(paramGroups)
-    .filter(g => g.count === suggestions.length)
-    .map(g => ({
-      param: g.param,
-      direction: g.direction,
-      amount: g.amount,
-      reason: `Unanimous (${suggestions.length} agents)`
-    }));
-  
-  // Average size multiplier
-  const multipliers = suggestions.map(s => s.sizeMultiplier || 1.0);
-  const avgMultiplier = multipliers.reduce((a, b) => a + b, 0) / multipliers.length;
-  
-  // Average confidence
-  const confidences = suggestions.map(s => s.confidence || 50);
-  const avgConfidence = Math.round(confidences.reduce((a, b) => a + b, 0) / confidences.length);
-  
-  return {
-    isUnanimous: allSameAction && unanimousOptimizations.length > 0,
-    action: allSameAction ? actions[0] : 'CAUTIOUS',
-    sizeMultiplier: allSameAction ? avgMultiplier : 0.5,
-    optimizations: unanimousOptimizations,
-    confidence: avgConfidence,
-    reason: allSameAction ? 
-      `${suggestions.length} agents agree` : 
-      'Agents disagree - being cautious',
-    votes: actions.reduce((acc, a) => { acc[a] = (acc[a] || 0) + 1; return acc; }, {})
-  };
-};
-
-/**
- * Apply an optimization to the strategy
- */
-const applyOptimization = (optimization) => {
-  const strategy = supervisorState.strategy;
-  if (!strategy) return false;
-  
-  // Record the optimization
-  supervisorState.optimizations.push({
-    timestamp: Date.now(),
-    ...optimization
-  });
-  
-  // Try to apply to strategy if it supports it
-  try {
-    if (typeof strategy.applyAIOptimization === 'function') {
-      strategy.applyAIOptimization(optimization);
-      return true;
-    }
-    
-    if (typeof strategy.setParameter === 'function') {
-      strategy.setParameter(optimization.param, optimization.direction, optimization.amount);
-      return true;
-    }
-  } catch (e) {
-    // Strategy doesn't support this optimization
-  }
-  
-  return false;
-};
-
-/**
- * Get current advice for the strategy
- * Called before each trade decision
- */
-const getCurrentAdvice = () => {
-  if (!supervisorState.active) {
-    return { action: 'NORMAL', sizeMultiplier: 1.0, reason: 'No supervision' };
-  }
-  
-  return supervisorState.currentAdvice;
-};
-
-/**
- * Get supervision status
- */
-const getStatus = () => {
-  return {
-    active: supervisorState.active,
-    agents: supervisorState.agents.length,
-    mode: supervisorState.agents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL',
-    performance: supervisorState.performance,
-    currentAdvice: supervisorState.currentAdvice,
-    optimizationsApplied: supervisorState.optimizations.length,
-    patternsLearned: {
-      winning: supervisorState.winningPatterns.length,
-      losing: supervisorState.losingPatterns.length
-    },
-    lastOptimization: supervisorState.lastOptimizationTime
-  };
-};
-
-/**
- * Check if should proceed with trade based on AI advice
- */
-const shouldTrade = () => {
-  if (!supervisorState.active) return { proceed: true, multiplier: 1.0 };
-  
-  const advice = supervisorState.currentAdvice;
-  
-  if (advice.action === 'PAUSE') {
-    return { proceed: false, reason: advice.reason };
-  }
-  
-  return {
-    proceed: true,
-    multiplier: advice.sizeMultiplier || 1.0,
-    action: advice.action
-  };
-};
-
-/**
- * Get behavior history for graph visualization
- * Returns array of numeric values (0-3) representing agent behavior over time
- * 
- * @param {number} maxPoints - Maximum data points to return
- * @returns {Object} { values: number[], labels: string[], startTime: number }
- */
-const getBehaviorHistory = (maxPoints = 50) => {
-  if (!supervisorState.active || supervisorState.behaviorHistory.length === 0) {
-    return { values: [], labels: [], startTime: null };
-  }
-  
-  let history = [...supervisorState.behaviorHistory];
-  
-  // Downsample if too many points
-  if (history.length > maxPoints) {
-    const step = Math.ceil(history.length / maxPoints);
-    history = history.filter((_, i) => i % step === 0);
-  }
-  
-  // If too few points, interpolate to make smooth curve
-  if (history.length < 10 && history.length > 1) {
-    const interpolated = [];
-    for (let i = 0; i < history.length - 1; i++) {
-      interpolated.push(history[i]);
-      // Add intermediate points
-      const curr = history[i].value;
-      const next = history[i + 1].value;
-      const mid = (curr + next) / 2;
-      interpolated.push({ value: mid, action: 'interpolated' });
-    }
-    interpolated.push(history[history.length - 1]);
-    history = interpolated;
-  }
-  
-  return {
-    values: history.map(h => h.value),
-    actions: history.map(h => h.action),
-    startTime: supervisorState.behaviorStartTime,
-    duration: Date.now() - supervisorState.behaviorStartTime
-  };
-};
-
-/**
- * Get learning statistics for display
- */
-const getLearningStats = () => {
-  return {
-    patternsLearned: {
-      winning: supervisorState.winningPatterns.length,
-      losing: supervisorState.losingPatterns.length,
-      total: supervisorState.winningPatterns.length + supervisorState.losingPatterns.length
-    },
-    optimizations: supervisorState.optimizations.length,
-    tradesAnalyzed: supervisorState.trades.length,
-    ticksProcessed: supervisorState.ticks.length,
-    signalsObserved: supervisorState.signals.length
-  };
-};
-
-/**
- * Get lifetime stats across all sessions
- * Shows cumulative learning progress
- */
-const getLifetimeStats = () => {
-  const saved = loadLearningData();
-  
-  return {
-    totalSessions: saved.totalSessions,
-    totalTrades: saved.totalTrades,
-    totalWins: saved.totalWins,
-    totalLosses: saved.totalLosses,
-    lifetimeWinRate: saved.totalTrades > 0 ? 
-      ((saved.totalWins / saved.totalTrades) * 100).toFixed(1) + '%' : 'N/A',
-    lifetimePnL: saved.lifetimePnL,
-    patternsLearned: {
-      winning: saved.winningPatterns?.length || 0,
-      losing: saved.losingPatterns?.length || 0
-    },
-    optimizationsApplied: saved.optimizations?.length || 0,
-    lastUpdated: saved.lastUpdated
-  };
-};
-
-module.exports = {
-  // Core lifecycle
-  initialize,
-  stop,
-  
-  // Data feeds (from algo)
-  feedTick,
-  feedSignal,
-  feedTradeResult,
-  
-  // Trading decisions
-  getCurrentAdvice,
-  shouldTrade,
-  
-  // Agent management (dynamic sync)
-  syncAgents,
-  refreshAgents,
-  addAgent,
-  removeAgent,
-  getAgentInfo,
-  
-  // Status & stats
-  getStatus,
-  analyzeAndOptimize,
-  getBehaviorHistory,
-  getLearningStats,
-  getLifetimeStats,
-  
-  // Data management
-  clearLearningData,
-  loadLearningData
-};